SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by CommodityQuant
September 18th, 2018, 9:24 pm
Forum: Careers Forum
Topic: Quant developer consultants.
Replies: 1
Views: 86

Quant developer consultants.

For CV/resume purposes, what is a good brief job title for a quantitative developer who works for a consultancy, as a consultant, for various banking clients who are clients of the consultancy.  Would that be Quantitative Developer Consultant?  Or just Quantitative Developer? By the way, the officia...
by CommodityQuant
September 18th, 2018, 9:15 pm
Forum: Careers Forum
Topic: Procedural question on quantish job application
Replies: 4
Views: 137

Re: Procedural question on quantish job application

I'm confused by the question. What do you mean with "that is what I pay recruiters to do"? If you actually have an arrangement with a recruiter where you, as a candidate, pay the recruiter if/when you are hired through him, then please disregard everything else I'm saying, because you liv...
by CommodityQuant
September 17th, 2018, 10:36 am
Forum: Careers Forum
Topic: Procedural question on quantish job application
Replies: 4
Views: 137

Procedural question on quantish job application

I'm working with a recruiter who has been very successful at getting interview opportunities for me. Unlike some recruiters, they have helped with CV formatting, application letters and other issues rather than just sending everything unchanged and unlooked at. I made an application with this recrui...
by CommodityQuant
September 12th, 2018, 8:35 pm
Forum: General Forum
Topic: Target Volatility Options -- explanation requested
Replies: 3
Views: 120

Re: Target Volatility Options -- explanation requested

do you mean timer options? We called them vol target options, but they are often called target volatility options in the literature. My job was to migrate them from one library to another.  I wasn't modelling them, and was just meant to implement the equations. I had to do this quickly, so I didn't...
by CommodityQuant
September 12th, 2018, 11:39 am
Forum: General Forum
Topic: Target Volatility Options -- explanation requested
Replies: 3
Views: 120

Target Volatility Options -- explanation requested

Do you know any really simple references on target volatility options in a real-world context? There are lots of references online, but it's not clear to me what the payoff is. In particular, if the payoff depends on a volatility, how do you convince the customer that the chosen volatility is correc...
by CommodityQuant
September 3rd, 2018, 12:19 pm
Forum: Careers Forum
Topic: Quant dev recruiting activity
Replies: 1
Views: 119

Quant dev recruiting activity

I know this is a generic question, but how active is the job market in quantitative development around London? I don't get as many recruiter calls as I did a month or so ago where I got them continuously, almost every day (I was employed then). I'd be interested if anyone can give me a feel for how ...
by CommodityQuant
August 30th, 2018, 8:42 am
Forum: Careers Forum
Topic: Job interview -- complex options
Replies: 2
Views: 153

Job interview -- complex options

All the quant-interview materials I've seen focus on very simple products. However, in actual quant work, the payoffs are very complex. I would like some guidance in explaining more complex concepts in job interviews, such as volatility targeting and path-dependent coupons for example. In other word...
by CommodityQuant
April 30th, 2017, 2:25 pm
Forum: Careers Forum
Topic: Possible problem with Quant Dev consultancy business model
Replies: 2
Views: 840

Possible problem with Quant Dev consultancy business model

Consider a scenario where a bank (call it AnyBank) hires a consultancy (call it AnyConsultancy) to do some quant dev work. An AnyBank quant (call her M) therefore passes on instructions to the quant dev consultants from AnyConsultancy. Obviously, the project's success or failure hinges on the qualit...
by CommodityQuant
April 22nd, 2017, 7:07 am
Forum: Careers Forum
Topic: Estimate the length of time to complete a project
Replies: 10
Views: 1198

Re: Estimate the length of time to complete a project

snufkin, Many thanks for some very useful ideas and reference.

CommodityQuant
by CommodityQuant
April 20th, 2017, 8:41 pm
Forum: Careers Forum
Topic: Estimate the length of time to complete a project
Replies: 10
Views: 1198

Estimate the length of time to complete a project

I am a quant dev with a big C++ quant project and am charged with estimating how long it will take me to deliver. I have 3 days to produce the estimate. I think that tentatively, management expect me to give a figure around the three months mark. This project involves enhancing legacy code. Can anyo...
by CommodityQuant
April 16th, 2017, 6:28 pm
Forum: Careers Forum
Topic: Asked to login at desk of colleague
Replies: 5
Views: 976

Asked to login at desk of colleague

I'm a new starter in a quant dev role.  During this period, before my computer is set up, I am being asked to occupy the workstation of a senior colleague for large parts of the day, using his login credentials, while he works elsewhere. I don't like this arrangement at all.  For example, by force o...
by CommodityQuant
March 30th, 2017, 1:40 pm
Forum: Student Forum
Topic: Step-by-step install-quantlib instructions don't seem to work for the latest free versions of VS
Replies: 0
Views: 332

Step-by-step install-quantlib instructions don't seem to work for the latest free versions of VS

Are there any step-by-step instructions for installing and using quantlib using any free c++ compiler? There are indeed step by step instructions for early versions of Visual Studio Express but this has been superseded by Visual Studio Community 17 and those instructions no longer seem to work. Alte...
by CommodityQuant
March 3rd, 2017, 10:43 am
Forum: Careers Forum
Topic: What is it like being a Fixed Income/Commodity Quant?
Replies: 1
Views: 858

Re: What is it like being a Fixed Income/Commodity Quant?

I was a Quantitative Analyst for a commodities desk and so I feel equipped to answer.  Of course, I wouldn't divulge any proprietary info.  However, even to say the roles I was performing is more public information than I feel like divulging to the whole world.  So yes, I can help you, but only on a...
by CommodityQuant
March 1st, 2017, 8:20 pm
Forum: Careers Forum
Topic: Pressed to sign contract quickly
Replies: 10
Views: 1154

Re: Pressed to sign contract quickly

My question is whether it's reasonable to delay until the day before the deadline, on the grounds of maintaining maximum flexibility.  Hansi seems to think not as it would be inconsiderate to my employer.
by CommodityQuant
March 1st, 2017, 7:06 pm
Forum: Careers Forum
Topic: Pressed to sign contract quickly
Replies: 10
Views: 1154

Pressed to sign contract quickly

I've been offered a quant job in the UK, and replied verbally (during a phone call) that I'd like to accept, but I haven't signed anything yet. The company then sent me a contract and offer letter to sign and return.  The official deadline to return the signed documents is very generous and  reasona...
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